Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47926.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46531.2 Kr¶

PnL: ---------------------------------------> -357.37 Kr¶

DD now: ---------------------------------> -1.447 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:42:46.304223'

Anic Portfolio¶

Today¶

Return: -0.12 %¶

This Week¶

Return: 0.028 %¶

Total¶

Return: 56.898 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.130000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 -1.480000 2796.500000 160.500000 6.090000 2636.000010
Corem Property Group B 59 0.650000 637.200000 60.200000 10.430000 576.999999
AcadeMedia 12 0.200000 603.600000 46.600000 8.370000 557.000004
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
Boozt 12 0.280000 1693.200000 39.200000 2.370000 1653.999996
HMS Networks 2 -0.730000 712.000000 39.000000 5.790000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.540000 390.900000 35.900000 10.110000 355.000000
SAAB B 8 0.280000 3412.800000 35.800000 1.060000 3377.000000
Resurs Holding 22 -0.110000 603.020000 29.020000 5.060000 573.999998
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 -0.180000 545.400000 18.400000 3.490000 527.000000
OEM International B 7 0.260000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
Securitas B 6 0.490000 582.780000 12.780000 2.240000 570.000000
Swedbank A 3 1.400000 576.450000 12.450000 2.210000 564.000000
Coor Service Management Hold. 8 -0.730000 542.800000 10.800000 2.030000 532.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.990000 541.970000 7.970000 1.490000 533.999999
Nordea Bank Abp 29 0.490000 3460.860000 6.860000 0.200000 3453.999992
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Handelsbanken A 5 0.370000 548.000000 2.000000 0.370000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.190000 563.850000 1.850000 0.330000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.480000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -0.890000 558.200000 -15.800000 -2.750000 574.000000
International Petroleum Corp. 5 -1.220000 568.000000 -26.570000 -4.470000 594.565215
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.880000 561.970000 -51.030000 -8.320000 612.999432
Axfood 13 -0.040000 3659.500000 -96.500000 -2.570000 3756.000001
OX2 18 -1.190000 1422.900000 -241.100000 -14.490000 1663.999992
Fasadgruppen Group 35 -0.400000 3482.500000 -328.500000 -8.620000 3810.999990
Ovzon 52 1.070000 2943.200000 -418.800000 -12.460000 3361.999992
TOTAL 46531.200000 -357.370000 -1.44711% 46888.564618

Updated:¶

'2023-01-24 09:42:58.908514'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶